+126.7%
AMAT vs AEIS
+109.5%
+17.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.9% | -0.3% |
| 7D | -14.7% | -11.3% | -3.4% | -7.4% |
| 30D | -36.1% | -32.6% | -3.5% | -15.0% |
| 3M | -36.9% | -39.2% | +2.3% | -10.4% |
| 6M | -22.2% | -45.4% | +23.2% | +18.9% |
| YTD | +29.9% | -5.8% | +35.7% | +27.1% |
| 1Y | +43.3% | -10.0% | +53.3% | +44.8% |
| 3Y | +142.7% | +121.2% | +21.5% | +10.3% |
| All | +126.7% | +109.5% | +17.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling